I also have received emails from ebay stating that the item was delivered at such-and-such a time. Not only was the item not in the mailbox, the mailperson had not even come for the day yet. He/she didn't come until two hours later! Still no ebay item, and it wasn't even scheduled to be delivered that day, according to my USPS email. The item finally arrived a couple of days later.
Within that same week, I was supposed to get another item according to the USPS email, but the item didn't arrive. I've also had still other items for which ebay sent an email, stating that the item had arrived when my mail truck hadn't passed through the neighborhood yet. This inconsistency freaked me out at first, but I calmed down after the items showed up.
I don't know what tracking service ebay was using, but it was totally messed up! I noticed that ebay never even sent an email about delivery for the last couple of items I purchased.
So, I agree that unless it's been a few days after the estimated delivery date, I wouldn't worry.....YET.